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V-Lab

DRDGOLD Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.43% (-3.38%)
Analysis last updated: Wednesday, February 11, 2026 at 11:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DRDGOLD Ltd S0GARCH
paramt-stat
ω1.36083.74
α0.09127.18
β0.809130.67
γ1-0.0022-0.04
γ20.05260.72
γ3-0.0837-1.85
γ40.02670.64
γ5-0.0119-0.34
γ60.08523.05
γ7-0.1267-5.03
γ80.08213.16
γ9-0.0226-1.14
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts